Get fills for a trading day
Returns every fill (trade execution) for your organization’s accounts during a CME trading day.
CME trading day definition: A CME trading day runs from 17:00 CT the previous calendar day to 16:00 CT the current day. Example: “2026-03-11” covers 2026-03-10 17:00 CT → 2026-03-11 16:00 CT.
Filtering:
| Param | Description |
|---|---|
tradingDay | Date to query (defaults to today) |
accountId | One account UUID, or a comma-separated list (max 100) to scope to a subset of accounts |
symbol | Filter by contract symbol (e.g., ES, NQ) |
Pagination:
Use limit (default 500, max 1000) and offset for large result sets.
Authorizations
JWT Bearer token for user session auth. Format: "Bearer {token}". Used by User and Organization endpoints.
Query Parameters
CME trading day (YYYY-MM-DD). Defaults to today.
^\d{4}-\d{2}-\d{2}$Filter to specific accounts: one account UUID or a comma-separated list (max 100). Every ID must belong to your organization.
Filter by symbol (e.g., ES, NQ, CL)
Max rows returned
1 <= x <= 1000Pagination offset
x >= 0Cursor for pagination. Pass the nextCursor value from the previous response to get the next page. When using cursor, do not send offset — it will be ignored.
How it works: The cursor is an opaque string that points to the last item you received. The server uses it to efficiently fetch the next set of results without scanning previous pages.
Backwards compatible: If you don't send a cursor, offset/limit pagination works as before.
Related topics
Reconcile a trading day in one callGet end-of-day account snapshotsTime Machine — revert an account to a trading dayRegister a webhook endpointGet order history (keyset-paginated)